BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
24 Apr 2026 01:33 PM IST
| BANKNIFTY 28-Apr-2026 (4d) 56900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.22
Vega: 0.18
Theta: -42.07
Gamma: 0.00025
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 55917.55 | 146.9 | -124.49999999999997 | 19.25 | 38,382 | 2,057 | 5,882 | |||||||||
| 23 Apr | 56305.00 | 267.15 | -479.9 | 18.01 | 39,759 | 1,992 | 3,829 | |||||||||
| 22 Apr | 57124.45 | 723.15 | -228.75 | 19.49 | 10,904 | 75 | 1,841 | |||||||||
| 21 Apr | 57371.45 | 953 | 310.25 | 19.87 | 24,467 | -1,327 | 1,831 | |||||||||
| 20 Apr | 56582.35 | 608.65 | -60.39999999999998 | 21.64 | 58,015 | 1,130 | 3,266 | |||||||||
| 17 Apr | 56565.70 | 674.6 | 145.20000000000005 | 19.44 | 15,917 | -476 | 2,136 | |||||||||
| 16 Apr | 56086.40 | 512 | -138.35000000000002 | 20.47 | 16,685 | 350 | 2,621 | |||||||||
| 15 Apr | 56301.95 | 630.8 | 113.5 | 20.26 | 13,217 | 144 | 2,271 | |||||||||
| 13 Apr | 55605.05 | 516.8 | -54.75 | 21.86 | 8,373 | -471 | 2,136 | |||||||||
| 10 Apr | 55912.75 | 578.5 | 208.10000000000002 | 18.4 | 21,751 | 627 | 2,600 | |||||||||
| 9 Apr | 54821.70 | 360.65 | -216.5 | 20.56 | 4,961 | 173 | 1,976 | |||||||||
| 8 Apr | 55703.90 | 611.65 | 471.3 | 18.52 | 8,835 | 1,228 | 1,803 | |||||||||
| 7 Apr | 52716.25 | 138.9 | -25.9 | 22.84 | 1,322 | 22 | 580 | |||||||||
| 6 Apr | 52609.10 | 167 | 38.65 | 23.99 | 1,756 | 97 | 567 | |||||||||
| 2 Apr | 51548.75 | 119.2 | -10.55 | 23.98 | 1,143 | -152 | 469 | |||||||||
| 1 Apr | 51448.65 | 125.05 | 2.4 | 23.91 | 2,415 | 406 | 626 | |||||||||
| 30 Mar | 50275.35 | 120 | -151.85 | 26.9 | 417 | 16 | 217 | |||||||||
| 27 Mar | 52274.60 | 270.95 | -218.6 | 23.41 | 235 | -9 | 205 | |||||||||
| 25 Mar | 53708.10 | 485 | 116.7 | 21.66 | 207 | 34 | 215 | |||||||||
| 24 Mar | 52605.65 | 386.4 | 79.7 | 23.45 | 307 | 34 | 176 | |||||||||
| 23 Mar | 51437.75 | 302.75 | -199.45 | 26.28 | 315 | 59 | 167 | |||||||||
| 20 Mar | 53427.05 | 471.45 | -2.15 | 20.65 | 215 | 52 | 110 | |||||||||
| 19 Mar | 53451.00 | 503.5 | -377.4 | 19.97 | 106 | -39 | 58 | |||||||||
| 18 Mar | 55326.05 | 871.15 | 71.55 | 17.27 | 6 | 4 | 98 | |||||||||
| 17 Mar | 54876.00 | 794.45 | -21.2 | 18.46 | 454 | -59 | 72 | |||||||||
| 16 Mar | 54413.40 | 810.4 | 18.8 | 21.14 | 18 | -11 | 130 | |||||||||
| 13 Mar | 53757.85 | 791.6 | -381.45 | 22.35 | 19 | -7 | 140 | |||||||||
| 12 Mar | 55100.95 | 1173.05 | -169.95 | 20.59 | 58 | 10 | 147 | |||||||||
| 11 Mar | 55735.75 | 1343 | -634.75 | 19.47 | 229 | 41 | 137 | |||||||||
| 10 Mar | 56950.80 | 1994.3 | 320.25 | 18.5 | 155 | 6 | 96 | |||||||||
|
|
||||||||||||||||
| 9 Mar | 56019.80 | 1691.55 | -811.6 | 21.18 | 161 | 84 | 87 | |||||||||
| 6 Mar | 57783.25 | 2415.4 | -828.15 | 16.18 | 2 | 1 | 4 | |||||||||
| 5 Mar | 59055.85 | 3243.55 | -654.35 | - | 6 | -1 | 0 | |||||||||
| 4 Mar | 58755.25 | 3243.55 | -654.35 | 16.82 | 6 | -1 | 3 | |||||||||
| 2 Mar | 59839.65 | 3897.9 | -620.7 | 10.42 | 2 | 0 | 3 | |||||||||
| 27 Feb | 60529.00 | 4518.6 | -480.15 | 4.64 | 1 | 0 | 3 | |||||||||
| 26 Feb | 61187.70 | 4998.75 | 1196.9 | - | 4 | 3 | 3 | |||||||||
| 25 Feb | 61043.35 | 3801.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 61047.30 | 3801.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 61264.25 | 3801.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 61172.00 | 3801.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 60739.55 | 3801.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 61550.80 | 3801.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 61174.00 | 3801.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 60949.10 | 3801.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 60186.65 | 3801.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 60739.75 | 3801.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 60745.35 | 3801.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 60626.40 | 3801.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 60669.35 | 3801.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 60120.55 | 3801.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 60063.65 | 3801.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 60238.15 | 3801.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 60041.30 | 3801.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 58619.00 | 3801.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 58417.20 | 3801.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 59610.45 | 3801.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 59957.85 | 3801.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Bank - strike price 56900 expiring on 28APR2026
Delta for 56900 CE is 0.22
Historical price for 56900 CE is as follows
On 24 Apr BANKNIFTY was trading at 55917.55. The strike last trading price was 146.9, which was -124.49999999999997 lower than the previous day. The implied volatity was 19.25, the open interest changed by 2057 which increased total open position to 5882
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 267.15, which was -479.9 lower than the previous day. The implied volatity was 18.01, the open interest changed by 1992 which increased total open position to 3829
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 723.15, which was -228.75 lower than the previous day. The implied volatity was 19.49, the open interest changed by 75 which increased total open position to 1841
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 953, which was 310.25 higher than the previous day. The implied volatity was 19.87, the open interest changed by -1327 which decreased total open position to 1831
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 608.65, which was -60.39999999999998 lower than the previous day. The implied volatity was 21.64, the open interest changed by 1130 which increased total open position to 3266
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 674.6, which was 145.20000000000005 higher than the previous day. The implied volatity was 19.44, the open interest changed by -476 which decreased total open position to 2136
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 512, which was -138.35000000000002 lower than the previous day. The implied volatity was 20.47, the open interest changed by 350 which increased total open position to 2621
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 630.8, which was 113.5 higher than the previous day. The implied volatity was 20.26, the open interest changed by 144 which increased total open position to 2271
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 516.8, which was -54.75 lower than the previous day. The implied volatity was 21.86, the open interest changed by -471 which decreased total open position to 2136
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 578.5, which was 208.10000000000002 higher than the previous day. The implied volatity was 18.4, the open interest changed by 627 which increased total open position to 2600
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 360.65, which was -216.5 lower than the previous day. The implied volatity was 20.56, the open interest changed by 173 which increased total open position to 1976
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 611.65, which was 471.3 higher than the previous day. The implied volatity was 18.52, the open interest changed by 1228 which increased total open position to 1803
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 138.9, which was -25.9 lower than the previous day. The implied volatity was 22.84, the open interest changed by 22 which increased total open position to 580
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 167, which was 38.65 higher than the previous day. The implied volatity was 23.99, the open interest changed by 97 which increased total open position to 567
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 119.2, which was -10.55 lower than the previous day. The implied volatity was 23.98, the open interest changed by -152 which decreased total open position to 469
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 125.05, which was 2.4 higher than the previous day. The implied volatity was 23.91, the open interest changed by 406 which increased total open position to 626
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 120, which was -151.85 lower than the previous day. The implied volatity was 26.9, the open interest changed by 16 which increased total open position to 217
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 270.95, which was -218.6 lower than the previous day. The implied volatity was 23.41, the open interest changed by -9 which decreased total open position to 205
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 485, which was 116.7 higher than the previous day. The implied volatity was 21.66, the open interest changed by 34 which increased total open position to 215
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 386.4, which was 79.7 higher than the previous day. The implied volatity was 23.45, the open interest changed by 34 which increased total open position to 176
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 302.75, which was -199.45 lower than the previous day. The implied volatity was 26.28, the open interest changed by 59 which increased total open position to 167
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 471.45, which was -2.15 lower than the previous day. The implied volatity was 20.65, the open interest changed by 52 which increased total open position to 110
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 503.5, which was -377.4 lower than the previous day. The implied volatity was 19.97, the open interest changed by -39 which decreased total open position to 58
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 871.15, which was 71.55 higher than the previous day. The implied volatity was 17.27, the open interest changed by 4 which increased total open position to 98
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 794.45, which was -21.2 lower than the previous day. The implied volatity was 18.46, the open interest changed by -59 which decreased total open position to 72
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 810.4, which was 18.8 higher than the previous day. The implied volatity was 21.14, the open interest changed by -11 which decreased total open position to 130
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 791.6, which was -381.45 lower than the previous day. The implied volatity was 22.35, the open interest changed by -7 which decreased total open position to 140
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 1173.05, which was -169.95 lower than the previous day. The implied volatity was 20.59, the open interest changed by 10 which increased total open position to 147
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 1343, which was -634.75 lower than the previous day. The implied volatity was 19.47, the open interest changed by 41 which increased total open position to 137
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 1994.3, which was 320.25 higher than the previous day. The implied volatity was 18.5, the open interest changed by 6 which increased total open position to 96
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 1691.55, which was -811.6 lower than the previous day. The implied volatity was 21.18, the open interest changed by 84 which increased total open position to 87
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 2415.4, which was -828.15 lower than the previous day. The implied volatity was 16.18, the open interest changed by 1 which increased total open position to 4
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 3243.55, which was -654.35 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 3243.55, which was -654.35 lower than the previous day. The implied volatity was 16.82, the open interest changed by -1 which decreased total open position to 3
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 3897.9, which was -620.7 lower than the previous day. The implied volatity was 10.42, the open interest changed by 0 which decreased total open position to 3
On 27 Feb BANKNIFTY was trading at 60529.00. The strike last trading price was 4518.6, which was -480.15 lower than the previous day. The implied volatity was 4.64, the open interest changed by 0 which decreased total open position to 3
On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 4998.75, which was 1196.9 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
On 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 3801.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 3801.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 3801.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 3801.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 3801.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 3801.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 3801.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 3801.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Feb BANKNIFTY was trading at 60186.65. The strike last trading price was 3801.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Feb BANKNIFTY was trading at 60739.75. The strike last trading price was 3801.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Feb BANKNIFTY was trading at 60745.35. The strike last trading price was 3801.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Feb BANKNIFTY was trading at 60626.40. The strike last trading price was 3801.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Feb BANKNIFTY was trading at 60669.35. The strike last trading price was 3801.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Feb BANKNIFTY was trading at 60120.55. The strike last trading price was 3801.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Feb BANKNIFTY was trading at 60063.65. The strike last trading price was 3801.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Feb BANKNIFTY was trading at 60238.15. The strike last trading price was 3801.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Feb BANKNIFTY was trading at 60041.30. The strike last trading price was 3801.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Feb BANKNIFTY was trading at 58619.00. The strike last trading price was 3801.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Feb BANKNIFTY was trading at 58417.20. The strike last trading price was 3801.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Jan BANKNIFTY was trading at 59610.45. The strike last trading price was 3801.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Jan BANKNIFTY was trading at 59957.85. The strike last trading price was 3801.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| BANKNIFTY 28-Apr-2026 (4d) 56900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.81
Vega: 0.17
Theta: -26.77
Gamma: 0.00026
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 55917.55 | 1054 | 217.39999999999998 | 17.32 | 3,351 | -71 | 2,434 |
| 23 Apr | 56305.00 | 824.6 | 320.65000000000003 | 18.43 | 21,581 | -1,190 | 2,525 |
| 22 Apr | 57124.45 | 495.55 | 5.600000000000023 | 20.73 | 32,737 | -770 | 3,740 |
| 21 Apr | 57371.45 | 485 | -454.95000000000005 | 22.5 | 28,853 | 2,380 | 4,431 |
| 20 Apr | 56582.35 | 980.25 | 70.54999999999995 | 24.08 | 43,030 | 1,204 | 2,143 |
| 17 Apr | 56565.70 | 895 | -327.25 | 19.89 | 1,390 | 116 | 946 |
| 16 Apr | 56086.40 | 1296.75 | 152.5 | 20.82 | 4,994 | 94 | 835 |
| 15 Apr | 56301.95 | 1180.05 | -503.20000000000005 | 20.57 | 5,879 | 553 | 741 |
| 13 Apr | 55605.05 | 1688 | 281.20000000000005 | 21.17 | 15 | -3 | 187 |
| 10 Apr | 55912.75 | 1408.4 | -794.5 | 18.86 | 243 | 29 | 190 |
| 9 Apr | 54821.70 | 2193.5 | -2487.05 | 18.6 | 166 | 84 | 161 |
| 8 Apr | 55703.90 | 4680.55 | -94.05 | - | 0 | 0 | 77 |
| 7 Apr | 52716.25 | 4680.55 | -94.05 | 42.86 | 3 | 1 | 77 |
| 6 Apr | 52609.10 | 4774.6 | -1558.7 | 42.18 | 11 | -1 | 75 |
| 2 Apr | 51548.75 | 6333.3 | 1357.1 | 57.4 | 1 | 0 | 75 |
| 1 Apr | 51448.65 | 4976.2 | -718.35 | 16.64 | 2 | -1 | 76 |
| 30 Mar | 50275.35 | 5694.55 | 1344.55 | 9.59 | 8 | -7 | 78 |
| 27 Mar | 52274.60 | 4350 | 1152.1 | 24.13 | 14 | -6 | 84 |
| 25 Mar | 53708.10 | 3197.9 | -994.6 | 22.07 | 33 | 13 | 94 |
| 24 Mar | 52605.65 | 4192.5 | -657.5 | 27.34 | 32 | -11 | 82 |
| 23 Mar | 51437.75 | 4850 | 1676 | 16.14 | 1 | 0 | 94 |
| 20 Mar | 53427.05 | 3174 | -312.45 | 17.96 | 30 | 1 | 94 |
| 19 Mar | 53451.00 | 3486.45 | 1576.95 | 26.25 | 48 | -27 | 96 |
| 18 Mar | 55326.05 | 1909.5 | -590.5 | 18.6 | 1 | 0 | 123 |
| 17 Mar | 54876.00 | 2500 | -822.75 | 22.66 | 2 | 0 | 125 |
| 16 Mar | 54413.40 | 3322.75 | 49.75 | 29.28 | 53 | -36 | 126 |
| 13 Mar | 53757.85 | 3273 | 1363.55 | 23.3 | 11 | -2 | 162 |
| 12 Mar | 55100.95 | 1909.45 | 26.9 | 16.65 | 8 | -2 | 162 |
| 11 Mar | 55735.75 | 1887 | 702.9 | 20.18 | 318 | 51 | 165 |
| 10 Mar | 56950.80 | 1192.8 | -717.15 | 19.15 | 126 | 1 | 89 |
| 9 Mar | 56019.80 | 1909.95 | 1077.95 | 22.32 | 107 | 37 | 89 |
| 6 Mar | 57783.25 | 832 | 205.15 | 17.76 | 6 | 1 | 54 |
| 5 Mar | 59055.85 | 626.85 | -103.65 | 19.26 | 6 | 0 | 53 |
| 4 Mar | 58755.25 | 731.75 | 402.65 | 19.96 | 144 | -11 | 49 |
| 2 Mar | 59839.65 | 320.7 | 142.65 | 16.81 | 195 | 43 | 65 |
| 27 Feb | 60529.00 | 188.3 | 21.75 | 15.45 | 9 | 3 | 19 |
| 26 Feb | 61187.70 | 166.55 | -13.1 | 16.2 | 6 | 3 | 16 |
| 25 Feb | 61043.35 | 179.65 | -445.35 | 16.22 | 16 | 10 | 10 |
| 24 Feb | 61047.30 | 625 | 0 | 4.9 | 0 | 0 | 0 |
| 23 Feb | 61264.25 | 625 | 0 | 4.78 | 0 | 0 | 0 |
| 20 Feb | 61172.00 | 625 | 0 | 4.61 | 0 | 0 | 0 |
| 19 Feb | 60739.55 | 625 | 0 | 4.2 | 0 | 0 | 0 |
| 18 Feb | 61550.80 | 625 | 0 | 4.87 | 0 | 0 | 0 |
| 17 Feb | 61174.00 | 625 | 0 | 4.56 | 0 | 0 | 0 |
| 16 Feb | 60949.10 | 625 | 0 | 4.42 | 0 | 0 | 0 |
| 13 Feb | 60186.65 | 625 | 0 | 3.73 | 0 | 0 | 0 |
| 12 Feb | 60739.75 | 625 | 0 | 4.14 | 0 | 0 | 0 |
| 11 Feb | 60745.35 | 625 | 0 | 4.15 | 0 | 0 | 0 |
| 10 Feb | 60626.40 | 625 | 0 | 4.01 | 0 | 0 | 0 |
| 9 Feb | 60669.35 | 625 | 0 | 4.07 | 0 | 0 | 0 |
| 6 Feb | 60120.55 | 625 | 0 | 3.62 | 0 | 0 | 0 |
| 5 Feb | 60063.65 | 625 | 0 | 3.57 | 0 | 0 | 0 |
| 4 Feb | 60238.15 | 625 | 0 | 3.7 | 0 | 0 | 0 |
| 3 Feb | 60041.30 | 625 | 0 | 3.54 | 0 | 0 | 0 |
| 2 Feb | 58619.00 | 625 | 0 | 2.43 | 0 | 0 | 0 |
| 1 Feb | 58417.20 | 625 | 0 | 2.47 | 0 | 0 | 0 |
| 30 Jan | 59610.45 | 625 | 0 | 3.31 | 0 | 0 | 0 |
| 29 Jan | 59957.85 | 625 | 0 | 3.44 | 0 | 0 | 0 |
For Nifty Bank - strike price 56900 expiring on 28APR2026
Delta for 56900 PE is -0.81
Historical price for 56900 PE is as follows
On 24 Apr BANKNIFTY was trading at 55917.55. The strike last trading price was 1054, which was 217.39999999999998 higher than the previous day. The implied volatity was 17.32, the open interest changed by -71 which decreased total open position to 2434
On 23 Apr BANKNIFTY was trading at 56305.00. The strike last trading price was 824.6, which was 320.65000000000003 higher than the previous day. The implied volatity was 18.43, the open interest changed by -1190 which decreased total open position to 2525
On 22 Apr BANKNIFTY was trading at 57124.45. The strike last trading price was 495.55, which was 5.600000000000023 higher than the previous day. The implied volatity was 20.73, the open interest changed by -770 which decreased total open position to 3740
On 21 Apr BANKNIFTY was trading at 57371.45. The strike last trading price was 485, which was -454.95000000000005 lower than the previous day. The implied volatity was 22.5, the open interest changed by 2380 which increased total open position to 4431
On 20 Apr BANKNIFTY was trading at 56582.35. The strike last trading price was 980.25, which was 70.54999999999995 higher than the previous day. The implied volatity was 24.08, the open interest changed by 1204 which increased total open position to 2143
On 17 Apr BANKNIFTY was trading at 56565.70. The strike last trading price was 895, which was -327.25 lower than the previous day. The implied volatity was 19.89, the open interest changed by 116 which increased total open position to 946
On 16 Apr BANKNIFTY was trading at 56086.40. The strike last trading price was 1296.75, which was 152.5 higher than the previous day. The implied volatity was 20.82, the open interest changed by 94 which increased total open position to 835
On 15 Apr BANKNIFTY was trading at 56301.95. The strike last trading price was 1180.05, which was -503.20000000000005 lower than the previous day. The implied volatity was 20.57, the open interest changed by 553 which increased total open position to 741
On 13 Apr BANKNIFTY was trading at 55605.05. The strike last trading price was 1688, which was 281.20000000000005 higher than the previous day. The implied volatity was 21.17, the open interest changed by -3 which decreased total open position to 187
On 10 Apr BANKNIFTY was trading at 55912.75. The strike last trading price was 1408.4, which was -794.5 lower than the previous day. The implied volatity was 18.86, the open interest changed by 29 which increased total open position to 190
On 9 Apr BANKNIFTY was trading at 54821.70. The strike last trading price was 2193.5, which was -2487.05 lower than the previous day. The implied volatity was 18.6, the open interest changed by 84 which increased total open position to 161
On 8 Apr BANKNIFTY was trading at 55703.90. The strike last trading price was 4680.55, which was -94.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 77
On 7 Apr BANKNIFTY was trading at 52716.25. The strike last trading price was 4680.55, which was -94.05 lower than the previous day. The implied volatity was 42.86, the open interest changed by 1 which increased total open position to 77
On 6 Apr BANKNIFTY was trading at 52609.10. The strike last trading price was 4774.6, which was -1558.7 lower than the previous day. The implied volatity was 42.18, the open interest changed by -1 which decreased total open position to 75
On 2 Apr BANKNIFTY was trading at 51548.75. The strike last trading price was 6333.3, which was 1357.1 higher than the previous day. The implied volatity was 57.4, the open interest changed by 0 which decreased total open position to 75
On 1 Apr BANKNIFTY was trading at 51448.65. The strike last trading price was 4976.2, which was -718.35 lower than the previous day. The implied volatity was 16.64, the open interest changed by -1 which decreased total open position to 76
On 30 Mar BANKNIFTY was trading at 50275.35. The strike last trading price was 5694.55, which was 1344.55 higher than the previous day. The implied volatity was 9.59, the open interest changed by -7 which decreased total open position to 78
On 27 Mar BANKNIFTY was trading at 52274.60. The strike last trading price was 4350, which was 1152.1 higher than the previous day. The implied volatity was 24.13, the open interest changed by -6 which decreased total open position to 84
On 25 Mar BANKNIFTY was trading at 53708.10. The strike last trading price was 3197.9, which was -994.6 lower than the previous day. The implied volatity was 22.07, the open interest changed by 13 which increased total open position to 94
On 24 Mar BANKNIFTY was trading at 52605.65. The strike last trading price was 4192.5, which was -657.5 lower than the previous day. The implied volatity was 27.34, the open interest changed by -11 which decreased total open position to 82
On 23 Mar BANKNIFTY was trading at 51437.75. The strike last trading price was 4850, which was 1676 higher than the previous day. The implied volatity was 16.14, the open interest changed by 0 which decreased total open position to 94
On 20 Mar BANKNIFTY was trading at 53427.05. The strike last trading price was 3174, which was -312.45 lower than the previous day. The implied volatity was 17.96, the open interest changed by 1 which increased total open position to 94
On 19 Mar BANKNIFTY was trading at 53451.00. The strike last trading price was 3486.45, which was 1576.95 higher than the previous day. The implied volatity was 26.25, the open interest changed by -27 which decreased total open position to 96
On 18 Mar BANKNIFTY was trading at 55326.05. The strike last trading price was 1909.5, which was -590.5 lower than the previous day. The implied volatity was 18.6, the open interest changed by 0 which decreased total open position to 123
On 17 Mar BANKNIFTY was trading at 54876.00. The strike last trading price was 2500, which was -822.75 lower than the previous day. The implied volatity was 22.66, the open interest changed by 0 which decreased total open position to 125
On 16 Mar BANKNIFTY was trading at 54413.40. The strike last trading price was 3322.75, which was 49.75 higher than the previous day. The implied volatity was 29.28, the open interest changed by -36 which decreased total open position to 126
On 13 Mar BANKNIFTY was trading at 53757.85. The strike last trading price was 3273, which was 1363.55 higher than the previous day. The implied volatity was 23.3, the open interest changed by -2 which decreased total open position to 162
On 12 Mar BANKNIFTY was trading at 55100.95. The strike last trading price was 1909.45, which was 26.9 higher than the previous day. The implied volatity was 16.65, the open interest changed by -2 which decreased total open position to 162
On 11 Mar BANKNIFTY was trading at 55735.75. The strike last trading price was 1887, which was 702.9 higher than the previous day. The implied volatity was 20.18, the open interest changed by 51 which increased total open position to 165
On 10 Mar BANKNIFTY was trading at 56950.80. The strike last trading price was 1192.8, which was -717.15 lower than the previous day. The implied volatity was 19.15, the open interest changed by 1 which increased total open position to 89
On 9 Mar BANKNIFTY was trading at 56019.80. The strike last trading price was 1909.95, which was 1077.95 higher than the previous day. The implied volatity was 22.32, the open interest changed by 37 which increased total open position to 89
On 6 Mar BANKNIFTY was trading at 57783.25. The strike last trading price was 832, which was 205.15 higher than the previous day. The implied volatity was 17.76, the open interest changed by 1 which increased total open position to 54
On 5 Mar BANKNIFTY was trading at 59055.85. The strike last trading price was 626.85, which was -103.65 lower than the previous day. The implied volatity was 19.26, the open interest changed by 0 which decreased total open position to 53
On 4 Mar BANKNIFTY was trading at 58755.25. The strike last trading price was 731.75, which was 402.65 higher than the previous day. The implied volatity was 19.96, the open interest changed by -11 which decreased total open position to 49
On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 320.7, which was 142.65 higher than the previous day. The implied volatity was 16.81, the open interest changed by 43 which increased total open position to 65
On 27 Feb BANKNIFTY was trading at 60529.00. The strike last trading price was 188.3, which was 21.75 higher than the previous day. The implied volatity was 15.45, the open interest changed by 3 which increased total open position to 19
On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 166.55, which was -13.1 lower than the previous day. The implied volatity was 16.2, the open interest changed by 3 which increased total open position to 16
On 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 179.65, which was -445.35 lower than the previous day. The implied volatity was 16.22, the open interest changed by 10 which increased total open position to 10
On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 625, which was 0 lower than the previous day. The implied volatity was 4.9, the open interest changed by 0 which decreased total open position to 0
On 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 625, which was 0 lower than the previous day. The implied volatity was 4.78, the open interest changed by 0 which decreased total open position to 0
On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 625, which was 0 lower than the previous day. The implied volatity was 4.61, the open interest changed by 0 which decreased total open position to 0
On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 625, which was 0 lower than the previous day. The implied volatity was 4.2, the open interest changed by 0 which decreased total open position to 0
On 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 625, which was 0 lower than the previous day. The implied volatity was 4.87, the open interest changed by 0 which decreased total open position to 0
On 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 625, which was 0 lower than the previous day. The implied volatity was 4.56, the open interest changed by 0 which decreased total open position to 0
On 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 625, which was 0 lower than the previous day. The implied volatity was 4.42, the open interest changed by 0 which decreased total open position to 0
On 13 Feb BANKNIFTY was trading at 60186.65. The strike last trading price was 625, which was 0 lower than the previous day. The implied volatity was 3.73, the open interest changed by 0 which decreased total open position to 0
On 12 Feb BANKNIFTY was trading at 60739.75. The strike last trading price was 625, which was 0 lower than the previous day. The implied volatity was 4.14, the open interest changed by 0 which decreased total open position to 0
On 11 Feb BANKNIFTY was trading at 60745.35. The strike last trading price was 625, which was 0 lower than the previous day. The implied volatity was 4.15, the open interest changed by 0 which decreased total open position to 0
On 10 Feb BANKNIFTY was trading at 60626.40. The strike last trading price was 625, which was 0 lower than the previous day. The implied volatity was 4.01, the open interest changed by 0 which decreased total open position to 0
On 9 Feb BANKNIFTY was trading at 60669.35. The strike last trading price was 625, which was 0 lower than the previous day. The implied volatity was 4.07, the open interest changed by 0 which decreased total open position to 0
On 6 Feb BANKNIFTY was trading at 60120.55. The strike last trading price was 625, which was 0 lower than the previous day. The implied volatity was 3.62, the open interest changed by 0 which decreased total open position to 0
On 5 Feb BANKNIFTY was trading at 60063.65. The strike last trading price was 625, which was 0 lower than the previous day. The implied volatity was 3.57, the open interest changed by 0 which decreased total open position to 0
On 4 Feb BANKNIFTY was trading at 60238.15. The strike last trading price was 625, which was 0 lower than the previous day. The implied volatity was 3.7, the open interest changed by 0 which decreased total open position to 0
On 3 Feb BANKNIFTY was trading at 60041.30. The strike last trading price was 625, which was 0 lower than the previous day. The implied volatity was 3.54, the open interest changed by 0 which decreased total open position to 0
On 2 Feb BANKNIFTY was trading at 58619.00. The strike last trading price was 625, which was 0 lower than the previous day. The implied volatity was 2.43, the open interest changed by 0 which decreased total open position to 0
On 1 Feb BANKNIFTY was trading at 58417.20. The strike last trading price was 625, which was 0 lower than the previous day. The implied volatity was 2.47, the open interest changed by 0 which decreased total open position to 0
On 30 Jan BANKNIFTY was trading at 59610.45. The strike last trading price was 625, which was 0 lower than the previous day. The implied volatity was 3.31, the open interest changed by 0 which decreased total open position to 0
On 29 Jan BANKNIFTY was trading at 59957.85. The strike last trading price was 625, which was 0 lower than the previous day. The implied volatity was 3.44, the open interest changed by 0 which decreased total open position to 0
